-4.6%
DOW vs EXR
+114.2%
-118.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.0% |
| 7D | -6.8% | +1.7% | -8.6% | -7.5% |
| 30D | +10.8% | +18.0% | -7.3% | +3.7% |
| 3M | +4.1% | +9.7% | -5.5% | +0.2% |
| 6M | -12.7% | +13.4% | -26.2% | -17.5% |
| YTD | +39.2% | +26.3% | +12.9% | +24.9% |
| 1Y | +49.5% | +27.6% | +21.9% | +33.6% |
| 3Y | -24.4% | +52.2% | -76.5% | -37.7% |
| 5Y | -29.6% | -1.1% | -28.5% | -33.4% |
| All | -4.6% | +114.2% | -118.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling